Arnab Chatterjee
Articles written in Pramana – Journal of Physics
Volume 71 Issue 2 August 2008 pp 203-210
Two-fractal overlap time series: Earthquakes and market crashes
Bikas K Chakrabarti Arnab Chatterjee Pratip Bhattacharyya
We find prominent similarities in the features of the time series for the (model earthquakes or) overlap of two Cantor sets when one set moves with uniform relative velocity over the other and time series of stock prices. An anticipation method for some of the crashes have been proposed here, based on these observations.
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